Christian Gouriéroux

Christian Gouriéroux (born 1949) is an econometrician who holds a Doctor of Philosophy in mathematics from the University of Rouen. He has the Professor exceptional level title from France. Gouriéroux spends six months from every year teaching at the University of Toronto, and the other half of his year teaching at the Center for Research in Economics and Statistics (CREST) in France, at the University of Paris and the "Paris Graduate School of Economics, Statistics and Finance" (ENSAE Paris Tech).

Christian Gouriéroux
Born1949 (age 7172)
NationalityFrench
Alma materUniversity of Rouen
Scientific career
FieldsStatistics
Econometrics
InstitutionsUniversity of Toronto
Center for Research in Economics and Statistics
Doctoral advisorJean-Pierre Raoult

Gouriéroux has published in journals worldwide, and was a recipient of the Koopmans Prize (with two fellow partners) for their project, "General Approach to Serial Correlation" in 1985–1987. He was also awarded the Silver Medal of the Conseil National de Recherche Scientifique by the French Ministry of Research. He is a fellow of the Econometric Society.

Biography

Gouriéroux completed his undergraduate studies in economics and statistics at ENSAE.[1] He has received Doctorat honoris causa from Université de Mons-Hainaut, Université de Neuchâtel, as well as HEC Montréal.

Works

Gouriéroux has written 17 books and over 160 articles, including 12 Econometrica. He his known for his work on the Quasi-maximum likelihood estimate[2] and Indirect inference[3]

Books
  • Financial Econometrics: Problems, Models, and Methods.
  • Simulation-Based Econometric Methods. Oup/Core Lecture Series.
  • Statistics and Econometric Models. Themes in Modern Econometrics.
  • Time Series and Dynamic Models. Themes in Modern Econometrics.
  • Statistique de l'assurance. Collection "Economie et statistiques avancées".
  • ARCH Models and Financial Applications. Springer Series in Statistics.
Articles/Essays/Papers

References

  1. "The ET interview: Christian Gouriéroux and Alain Monfort".
  2. Gourieroux, C.; Monfort, A.; Trognon, A. (1984). "Pseudo Maximum Likelihood Methods: Theory" (PDF). Econometrica. 52 (3): 681–700. doi:10.2307/1913471. JSTOR 1913471.
  3. Gourieroux, C.; Monfort, A.; Renault, E. (1993). "Indirect inference". Journal of Applied Econometrics. 8: S85–S118. doi:10.1002/jae.3950080507.


This article is issued from Wikipedia. The text is licensed under Creative Commons - Attribution - Sharealike. Additional terms may apply for the media files.